• 7 Citations
  • 1 h-Index
20082020
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Fingerprint Dive into the research topics where Stephen Taylor is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Conformally Flat Mathematics
Metric Mathematics
Heat Kernel Mathematics
Minimal surface Mathematics
Skewness Mathematics
Decay Rate Mathematics
Isometric Mathematics
Volatility Mathematics

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Research Output 2008 2020

  • 7 Citations
  • 1 h-Index
  • 8 Article

Detecting and identifying arbitrage in the spot foreign exchange market

Cui, Z., Qian, W., Taylor, S. & Zhu, L., Jan 2 2020, In : Quantitative Finance. 20, 1, p. 119-132 14 p.

New Jersey Institute of Technology

Research output: Contribution to journalArticle

Arbitrage
Foreign exchange market
Currency
Exchange rates
Transaction costs
Arbitrage
Foreign exchange rates
Graph
Currency
Foreign exchange market
Open Access
Fisher information
differential geometry
matrices
statistics
geometry
Open Access
Skewness
Overlapping
Estimator
Economics
Ratio test

Explicit Density Approximations for Local Volatility Models Using Heat Kernel Expansions

Taylor, S., Glasgow, S., Taylor, J. & Vecer, J., Sep 1 2016, In : Methodology and Computing in Applied Probability. 18, 3, p. 847-867 21 p.

New Jersey Institute of Technology

Research output: Contribution to journalArticle

Heat Kernel
Volatility
Approximation
Transition Density
Model

Press/Media

Science you can dance to

Stephen Taylor

11/17/14

1 item of Media coverage

Press/Media: Press / Media